MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       43,671
COMMITMENTS
   4,348    1,152    7,254   24,350   24,677   35,952   33,084    7,719   10,587

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        509)
     -84       64      -28       67      456      -45      492      554       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      2.6     16.6     55.8     56.5     82.3     75.8     17.7     24.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      18        5       12       29       26       49       41
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      186,319
COMMITMENTS
  30,870   20,486   45,413   82,434   92,895  158,717  158,795   27,602   27,525

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,497)
     140    2,421   -1,057    1,923      244    1,007    1,608      490     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6     11.0     24.4     44.2     49.9     85.2     85.2     14.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      69       55       75       37       39      143      146
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      331,766
COMMITMENTS
  74,670   30,009  103,241  122,264  133,992  300,175  267,242   31,591   64,524

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,117)
    -681    1,591    2,645   -1,251   -2,885      714    1,351      403     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.5      9.0     31.1     36.9     40.4     90.5     80.6      9.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
     119       54      102       96      140      279      257
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        8,590
COMMITMENTS
   2,490    3,748      993    2,462    1,677    5,945    6,418    2,645    2,171

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        336)
     155      241        1       36       21      191      262      145       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0     43.6     11.6     28.7     19.5     69.2     74.7     30.8     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      28       30       10       17       19       47       57
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       37,003
COMMITMENTS
   9,389    4,457    7,203   13,495   10,840   30,087   22,500    6,917   14,503

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:       -338)
    -601      774      181      175     -325     -244      630      -93     -968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.4     12.0     19.5     36.5     29.3     81.3     60.8     18.7     39.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      50       19       36       50       60      120      104
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      123,295
COMMITMENTS
  24,807   57,646    5,562   63,616   30,489   93,985   93,698   29,311   29,598

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:    -46,283)
   3,961  -15,389   -5,256  -46,043  -13,503  -47,338  -34,148    1,055  -12,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     46.8      4.5     51.6     24.7     76.2     76.0     23.8     24.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      20       35       12       20       19       46       60
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       57,848
COMMITMENTS
  19,046   30,132    2,049   18,583   14,018   39,679   46,199   18,169   11,649

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:       -471)
   2,624     -948      327      780    3,980    3,730    3,359   -4,202   -3,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.9     52.1      3.5     32.1     24.2     68.6     79.9     31.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      16       17        4        7       13       25       32
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       71,690
COMMITMENTS
  26,718   23,174      654   40,657   44,044   68,029   67,872    3,661    3,818

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     -3,775)
   5,885  -16,675      154   -9,852   13,262   -3,813   -3,259       38     -516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    37.3     32.3      0.9     56.7     61.4     94.9     94.7      5.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      30       22        1       14       14       44       37
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      121,322
COMMITMENTS
  63,063   18,962    5,993   20,004   76,464   89,061  101,419   32,262   19,903

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,827)
  -2,735      232    1,174       -2    2,893   -1,563    4,299    3,390   -2,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.0     15.6      4.9     16.5     63.0     73.4     83.6     26.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      33       16       11       14       20       52       42
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      237,863
COMMITMENTS
  31,845   85,539   14,693  149,508  106,234  196,046  206,466   41,817   31,397

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     26,159)
   3,493    1,374     -745   27,292   23,050   30,039   23,678   -3,880    2,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4     36.0      6.2     62.9     44.7     82.4     86.8     17.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      36       47       16       30       23       73       79
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      225,554
COMMITMENTS
 112,772   20,831   21,398   29,758  145,613  163,928  187,842   61,626   37,712

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     12,893)
   8,723    3,896    2,523    2,013    3,068   13,259    9,486     -365    3,407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    50.0      9.2      9.5     13.2     64.6     72.7     83.3     27.3     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      148)
      74       31       28       28       32      114       79
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       27,611
COMMITMENTS
  23,824    1,036        0    2,017   24,524   25,841   25,560    1,770    2,051

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      4,512)
   4,089      157        0      211    3,992    4,300    4,149      212      363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    86.3      3.8      0.0      7.3     88.8     93.6     92.6      6.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
      14        2        0        6       14       20       16
 
 
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE                     Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000)                            OPEN INTEREST:       71,796
COMMITMENTS
  10,443    6,588      475   56,535   61,866   67,453   68,929    4,343    2,867

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     19,364)
     355   -1,598      108   19,061   22,356   19,524   20,866     -160   -1,502

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      9.2      0.7     78.7     86.2     94.0     96.0      6.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        1       16       14       20       16
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   16,424,093
COMMITMENTS
 755,398  471,085  5136118  9393448  9481472 15284963 15088675  1139129  1335418

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:    512,446)
 -27,237  -16,659  410,864  142,582  125,316  526,210  519,522  -13,763   -7,075

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.9     31.3     57.2     57.7     93.1     91.9      6.9      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      333)
      61       75      122      167      177      299      313
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      753,647
COMMITMENTS
  66,159   35,895   96,824  449,457  453,445  612,441  586,165  141,206  167,482

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     38,690)
     261   -4,867   25,452    6,951    8,468   32,665   29,053    6,026    9,637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      4.8     12.8     59.6     60.2     81.3     77.8     18.7     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      56       45       73       87       61      182      140
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    1,840,004
COMMITMENTS
 290,649  575,385   98,575  976,232  1000915  1365456  1674876  474,548  165,128

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     62,031)
  13,080   54,592   14,933   -3,959    1,673   24,054   71,199   37,977   -9,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8     31.3      5.4     53.1     54.4     74.2     91.0     25.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      70      114       76       81       83      202      222
 
 
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500)                               OPEN INTEREST:        7,454
COMMITMENTS
     968        0        0    4,103    6,146    5,071    6,146    2,383    1,308

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:         94)
      48        0        0      229        0      277        0     -183       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      0.0      0.0     55.0     82.5     68.0     82.5     32.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       11       10       13       10
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,708
COMMITMENTS
   9,840   29,477      257   66,694   49,727   76,791   79,461    7,917    5,247

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      8,863)
   1,074     -614        8    7,452    8,567    8,534    7,961      329      902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6     34.8      0.3     78.7     58.7     90.7     93.8      9.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      13       17        3       35       29       50       47
 
 
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                 Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       47,779
COMMITMENTS
   5,977   13,925      272   33,176   25,064   39,424   39,261    8,355    8,518

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        312)
  -1,651      582       46    1,940   -1,952      334   -1,323      -22    1,635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5     29.1      0.6     69.4     52.5     82.5     82.2     17.5     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12       21        6       29       27       45       50
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20)                      OPEN INTEREST:      340,390
COMMITMENTS
  65,660  136,213    7,127  248,132  179,599  320,919  322,938   19,472   17,452

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      3,929)
  17,648     -510      414  -16,072   22,070    1,991   21,975    1,938  -18,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     40.0      2.1     72.9     52.8     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      63       63       16       55       54      127      124
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      121,570
COMMITMENTS
  88,499    7,902    1,512    3,769  100,350   93,781  109,764   27,790   11,807

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     16,428)
  16,927     -519     -638      219   16,904   16,509   15,748      -80      681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    72.8      6.5      1.2      3.1     82.5     77.1     90.3     22.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      45       12        3        7       17       53       31
 
 
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE         Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500)                           OPEN INTEREST:       32,608
COMMITMENTS
   1,044    7,555        0   27,319   19,780   28,364   27,335    4,245    5,273

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        140)
      12     -232        0     -194      742     -182      510      322     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2     23.2      0.0     83.8     60.7     87.0     83.8     13.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3       17        1       22       19       26       36
 
 
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE         Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100)                           OPEN INTEREST:      427,226
COMMITMENTS
  61,648  194,148   12,415  335,125  199,921  409,188  406,484   18,038   20,742

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:     11,623)
   6,083    7,901    3,661    2,689    2,242   12,433   13,803     -810   -2,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4     45.4      2.9     78.4     46.8     95.8     95.1      4.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      33      107       48       52       67      128      179
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,648
COMMITMENTS
  12,428   18,003      276   26,888   18,168   39,592   36,448   10,056   13,200

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      2,932)
     510    1,213       48    2,169    1,712    2,727    2,973      205      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0     36.3      0.6     54.2     36.6     79.7     73.4     20.3     26.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      26       19        5       15       24       42       47
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       48,520
COMMITMENTS
  25,372    1,975      217   15,329   22,251   40,918   24,443    7,602   24,077

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      1,781)
   5,243      310      214   -2,335      832    3,122    1,356   -1,341      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    52.3      4.1      0.4     31.6     45.9     84.3     50.4     15.7     49.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
      20        7        2       14       17       35       25
 
 
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE          Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       20,714
COMMITMENTS
   5,226    1,830      306   14,273   17,595   19,805   19,731      909      983

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:        963)
     648     -273        0       24      909      672      636      291      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.2      8.8      1.5     68.9     84.9     95.6     95.3      4.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        6        2        7        4       16       11
 
 
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE                    Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000)                       OPEN INTEREST:       52,953
COMMITMENTS
   3,502   10,529    3,339   20,630   27,029   27,471   40,897   25,482   12,056

CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST:      4,163)
  -1,859   -1,673     -484    2,867    1,400      524     -757    3,639    4,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     19.9      6.3     39.0     51.0     51.9     77.2     48.1     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6       18        7       22       26       34       45
 

Updated March 30, 2007